Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification With an Application to Bias Correction
Year of publication: |
2003-10-21
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Authors: | Chao, John ; Swanson, Norman |
Institutions: | Department of Economics, Rutgers University-New Brunswick |
Subject: | confluent hypergeometric function | Laplace approximation | local-to-zero asymptotics | weak instruments |
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Chao, John C., (2003)
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